Save As PDF was added to Word 2007 (it was a free add-on with the initial release of Word 2007 and then was included in Service Pack 1, I believe). There might be a free tool for Word 2003 available on Office online as well if you wanted to look.
NaNo 2006(win): "Children of the Stars"
NaNo 2007(win): "Darkness Falls"
NaNo 2008(win): "Dark Storm Rising"
If it's the same as in Word for Mac, you have to click print and in the preview, you have this little box in the bottom left corner that says convert to pdf or something along those lines. You don't need to actually print the document to do that. Let me know if it's available for PCs too.
You can only convert Word documents to PDF with the base software in 2007, I think. For 2003, you need a print driver (like Adobe's expensive one or CutePDF's free one).
Instead of downloading stuff that'll cost you a lot, you can just download OpenOffice. 3.0. It has the exporting to PDF file option. It's an advanced version of Microsoft Word with more features, buttons, and options. It's really easy. i just tried it. it works like heaven.